+863.5%
DE vs HST
+101.1%
+762.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | +11.1% | -2.8% | +13.9% | +12.3% |
| 3M | +17.6% | -6.5% | +24.1% | +20.3% |
| 6M | +13.6% | +20.7% | -7.1% | +5.0% |
| YTD | +46.3% | +30.5% | +15.8% | +31.0% |
| 1Y | +44.2% | +36.8% | +7.4% | +26.4% |
| 3Y | +76.6% | +65.9% | +10.7% | +41.4% |
| 5Y | +98.2% | +73.9% | +24.3% | +50.7% |
| 10Y | +863.5% | +107.0% | +756.5% | +583.0% |
| All | +863.5% | +101.1% | +762.4% | +583.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling